ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 115-227 115-193 -0-035 -0.1% 115-293
High 115-227 115-193 -0-035 -0.1% 115-293
Low 115-198 115-190 -0-007 0.0% 115-190
Close 115-227 115-193 -0-035 -0.1% 115-193
Range 0-030 0-002 -0-027 -91.7% 0-102
ATR 0-039 0-039 0-000 -0.3% 0-000
Volume 2 1,382 1,380 69,000.0% 1,384
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-199 115-198 115-194
R3 115-197 115-196 115-193
R2 115-194 115-194 115-193
R1 115-193 115-193 115-193 115-194
PP 115-192 115-192 115-192 115-192
S1 115-191 115-191 115-192 115-191
S2 115-189 115-189 115-192
S3 115-187 115-188 115-192
S4 115-184 115-186 115-191
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 116-213 116-145 115-249
R3 116-110 116-043 115-221
R2 116-008 116-008 115-211
R1 115-260 115-260 115-202 115-243
PP 115-225 115-225 115-225 115-216
S1 115-158 115-158 115-183 115-140
S2 115-123 115-123 115-174
S3 115-020 115-055 115-164
S4 114-238 114-273 115-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-033 115-190 0-162 0.4% 0-012 0.0% 2% False True 276
10 116-033 115-190 0-162 0.4% 0-006 0.0% 2% False True 138
20 116-160 115-190 0-290 0.8% 0-003 0.0% 1% False True 69
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-203
2.618 115-199
1.618 115-197
1.000 115-195
0.618 115-194
HIGH 115-193
0.618 115-192
0.500 115-191
0.382 115-191
LOW 115-190
0.618 115-188
1.000 115-188
1.618 115-186
2.618 115-183
4.250 115-179
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 115-192 115-228
PP 115-192 115-216
S1 115-191 115-204

These figures are updated between 7pm and 10pm EST after a trading day.

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